AVP, Quantitative Risk Methodology & Governance

Responsibilities

• Join a high calibre team of quant analysts and developers within the Group Quant Risk team in HK.
• Participate actively in model development & implementation involving new products, clearing houses market risk, investment market risk and liquidity risk, including testing, analysis and on-going enhancement etc.
• Lead / support projects in Quantitative Risk Methodology andernance team, liaising with cross departmental stakeholders and regulators.
• Responsible for other project-based tasks as and when assigned.
• Collaborate closely with the model validation team to facilitate the validation of models that the team developed or owned; and work on enhancements to implement new models / methodologies or to improve existing models / methodologies.

Requirements :

HKEX ismitted as an Equal Opportunity Employer. Diversity is one of our core values and we look to support, respect diverse perspectives, abilities, culture and experiences within our workplace.

Location :

HKEX - Exchange Square

Shift :

Standard - 40 Hours (Hong Kong SAR)

Scheduled Weekly Hours :

Worker Type :

Permanent Job ID R002771